-37.2%
NCLH vs HAS
+275.9%
-313.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -6.5% | -1.8% | -4.7% | -5.4% |
| 30D | -23.3% | +2.3% | -25.6% | -24.4% |
| 3M | -18.6% | +10.4% | -29.0% | -23.8% |
| 6M | -26.2% | -3.2% | -23.0% | -25.7% |
| YTD | -30.2% | +15.4% | -45.7% | -37.6% |
| 1Y | -39.2% | +18.8% | -58.0% | -46.8% |
| 3Y | -5.1% | +43.9% | -49.0% | -29.9% |
| 5Y | -36.8% | +13.9% | -50.7% | -45.7% |
| 10Y | -56.3% | +56.4% | -112.7% | -70.4% |
| All | -37.2% | +275.9% | -313.1% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling